A Benchmark Approach to Quantitative Finance
| Author/creator | Platen, Eckhard Author |
| Other author | Heath, David Author |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | 700 p. ill 09.360 x 06.330 in. |
| Supplemental Content | Full text available from Springer Books |
| Subjects |
| Series | Springer Finance Ser. |
| Summary | Annotation A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783540262121 |
| ISBN | 3540262121 (Trade Cloth) Active Record |
| Standard identifier# | 9783540262121 |
| Stock number | 3540262121 00024965 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |